+54.8%
GDX vs MUB
+2.9%
+52.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.3% |
| 7D | -0.4% | -0.9% | +0.5% | +4.0% |
| 30D | +18.6% | -1.4% | +20.0% | +27.3% |
| 3M | +14.9% | -2.2% | +17.0% | +28.6% |
| 6M | -6.3% | -1.9% | -4.4% | +1.3% |
| YTD | +15.7% | -0.8% | +16.5% | +25.6% |
| 1Y | +54.8% | +2.7% | +52.1% | +52.4% |
| All | +54.8% | +2.9% | +52.0% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling